btc_vol_target
Provenance
- strategy_id
- btc_vol_target
- run_id
- 2026-05-29T01:00:31Z
- created_at
- 2026-05-29T01:00:31.997526Z
- published_at
- 2026-05-29T01:00:31.997526Z
- Data window end
- 2023-05-29T23:59:59Z
- schema_version
- v1
- environment
- BACKTEST
- mandate
- Volatility-targeted Bitcoin exposure with monthly rebalancing.
Backtest results, 2018-01-01 to 2023-05-29. Historical simulation only — not live, not paper-traded, not on-chain.
Charts
Metrics
| total_return | 1.3175 |
|---|---|
| annualised_volatility | 0.2371 |
| sharpe | 0.7747 |
| max_drawdown | -0.3617 |
| nav_start | 1000.0000 |
| nav_end | 2317.5046 |
| start_date | 2018-01-01 |
| end_date | 2023-05-29 |